Improving the bandwidth-free inference methods by prewhitening (Q394095): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Q5560061
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+Simple Robust Testing of Hypotheses in Nonlinear Models
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+Simple Robust Testing of Regression Hypotheses
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+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Testing That a Dependent Process Is Uncorrelated
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+Q5312885
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Time Series Regression with a Unit Root
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+A Self-Normalized Approach to Confidence Interval Construction in Time Series
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